Generally speaking, laptops were never ment to handle large amounts of data or GPU/CPU intensive processes. Looking at "gaming laptops" from my oldschool perspective, its just extra cash for less experience.
However it seems theres a crowd moving towards tablets and laptops, but still wanting to play games, edit video etc. The market is just not really catering to this crowd, cause what they want is a complete machineshop worth of tools in a pocket knife and no matter what theyll just want the unit smaller and with longer battery life, once they get most of what they ask for. Also larger drives mostely demand more power.
Short answer> cause since you need to ask, your using your laptop wrong.
Long answer> because stationary computers can better house multiple and physically larger drives, while keeping it all at operating temperature, and not having to worry about sudden loss of power, short shutdown times, battery depletion etc.